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Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D. (contributor) - 2004
Persistent link: https://www.econbiz.de/10003729960
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Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki; Smith, Aaron D.; Williams, Jeffrey - In: The journal of futures markets 28 (2008) 5, pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
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Volatility dynamics and seasonality in energy prices : implications for crack-spread price risk
Suenaga, Hiroaki; Smith, Aaron D. - In: The energy journal 32 (2011) 3, pp. 27-58
Persistent link: https://www.econbiz.de/10009309725
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Deconstructing wheat price spikes : a model of supply and demand, financial speculation, and commodity price comovement
Janzen, Joseph; Carter, Colin Andre; Smith, Aaron D.; … - 2014
Persistent link: https://www.econbiz.de/10010372657
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Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D. - In: Journal of applied econometrics 20 (2005) 3, pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
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Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki (contributor); Smith, Aaron D. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003396527
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State prices of conditional quantiles : new evidence on time variation in the pricing kernel
Metaxoglou, Konstantinos; Smith, Aaron D. - In: Journal of applied econometrics 32 (2017) 1, pp. 192-217
Persistent link: https://www.econbiz.de/10011688517
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Commodity price comovement and financial speculation : the case of cotton
Janzen, Joseph P.; Smith, Aaron D.; Carter, Colin Andre - In: American journal of agricultural economics 100 (2018) 1, pp. 264-285
Persistent link: https://www.econbiz.de/10011959365